Ivan Blanco – Medium

Ivan Blanco

Anomalies and the Expected Market Return

From my perspective, there are two key takeaways from the paper (link at the end):

Apr 5

Anomalies and the Expected Market Return

Apr 5

Ivan Blanco

Portfolios Through Deep Reinforcement Learning and Interpretable AI

The main paper innovation lies in using DRL to directly optimize the portfolio objective function without the need to estimate the vector…

Apr 3

Portfolios Through Deep Reinforcement Learning and Interpretable AI

Apr 3

Ivan Blanco

Stock Picking with Machine Learning

Applying deep learning by integrating fundamentals, equity factors, and technical indicators as inputs to improve stock picking.

Apr 2

Stock Picking with Machine Learning

Apr 2

Ivan Blanco

Forecasting Financial Markets from influential leaders Tweets.

New Investment idea from papers! “Effect of Leader’s Voice on Financial Market” (link to the free paper at the end of this post)

Apr 1

Forecasting Financial Markets from influential leaders Tweets.

Apr 1

Ivan Blanco

Macroeconomic forecasting and sovereign risk assessment using deep learning techniques

🔔 New Research Ideas Summed Up in Less Than 2 Minutes!

Mar 31

Macroeconomic forecasting and sovereign risk assessment using deep learning techniques

Mar 31

Ivan Blanco

How You Can Backtest the 60/40 Strategy in Less Than 30 Python Lines?

Analyzing Past Performance and Future of the Well-Known 60/40 Portfolio Strategy Using Python.

Jan 20

How You Can Backtest the 60/40 Strategy in Less Than 30 Python Lines?

Jan 20

Ivan Blanco

How to build trading strategies from candelstick images?

Trading with CNNs: Re-imaging Price Trends

Jan 16

How to build trading strategies from candelstick images?

Jan 16

Ivan Blanco

Stock Price Prediction Incorporating Clustering Methods

New Quant Trading Idea: “Stock Price Prediction Incorporating Market Style Clustering”

Jan 10

Stock Price Prediction Incorporating Clustering Methods

Jan 10

Ivan Blanco

How to use Spatiotemporal Transformers for Stock Prediction?

New Quantitative Trading Idea: “Spatiotemporal Transformer for Stock Movement Prediction”

Jan 5

How to use Spatiotemporal Transformers for Stock Prediction?

Jan 5

Ivan Blanco

Combining Clustering with Statistical Arbitrage

New Quantitative Trading Idea: “Correlation Matrix Clustering for Statistical Arbitrage Portfolios”

Jan 3

Combining Clustering with Statistical Arbitrage

Jan 3

Ivan Blanco

Ivan Blanco

Helping investment firms to improve their trading strategies with ML/DL. Founder of Noax.ai. Researcher and Associate Professor at CUNEF.

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